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math.PR2013
Zero noise limits using local times
Dario Trevisan
We consider a well-known family of SDEs with irregular drifts and the correspondent zero noise limits. Using (mollified) local times, we show which trajectories are selected. The a…
math.PR2013
BV-regularity for the Malliavin Derivative of the Maximum of the Wiener Process
Dario Trevisan
We prove that, on the classical Wiener space, the random variable admits a measure as second Malliavin derivative, whose total variation measure is finite…